PREVIEW / futures_30min / 2009-05-05

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-05-05.parquet
  size:    66 KB
  rows:    2,313

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-05-05 00:00:00	ES	Futures	862.44	863.16	862.2	862.68	1137.0
2009-05-05 00:30:00	ES	Futures	862.68	864.36	862.2	862.44	1304.0
2009-05-05 01:00:00	ES	Futures	862.68	863.64	862.2	863.4	753.0
2009-05-05 01:30:00	ES	Futures	863.4	863.88	862.92	862.92	942.0
2009-05-05 02:00:00	ES	Futures	862.92	863.88	862.2	862.44	2857.0
2009-05-05 02:30:00	ES	Futures	862.44	863.4	861.96	862.44	3708.0
2009-05-05 03:00:00	ES	Futures	862.44	862.68	861.24	861.72	15268.0
2009-05-05 03:30:00	ES	Futures	861.48	861.72	860.29	861.0	8686.0
2009-05-05 04:00:00	ES	Futures	861.0	862.44	860.76	861.48	7581.0
2009-05-05 04:30:00	ES	Futures	861.48	864.84	861.48	864.6	7562.0
2009-05-05 05:00:00	ES	Futures	864.6	866.04	864.12	866.04	6634.0
2009-05-05 05:30:00	ES	Futures	865.8	867.47	865.8	866.04	8866.0
2009-05-05 06:00:00	ES	Futures	866.04	866.52	864.84	865.32	3806.0
2009-05-05 06:30:00	ES	Futures	865.08	866.04	864.84	865.8	3279.0
2009-05-05 07:00:00	ES	Futures	865.8	866.52	861.96	862.68	10830.0
2009-05-05 07:30:00	ES	Futures	862.68	863.64	861.24	861.96	10278.0
2009-05-05 08:00:00	ES	Futures	861.96	862.92	861.0	861.48	12934.0
2009-05-05 08:30:00	ES	Futures	861.72	862.68	861.24	861.96	10996.0
2009-05-05 09:00:00	ES	Futures	861.96	863.88	861.96	863.64	16049.0
2009-05-05 09:30:00	ES	Futures	863.4	867.23	861.72	864.84	263582.0
2009-05-05 10:00:00	ES	Futures	864.6	866.76	861.72	862.92	246686.0
2009-05-05 10:30:00	ES	Futures	862.68	862.92	856.93	856.93	227865.0
2009-05-05 11:00:00	ES	Futures	857.17	860.29	856.93	859.57	127225.0
2009-05-05 11:30:00	ES	Futures	859.81	862.68	859.33	861.48	126300.0
2009-05-05 12:00:00	ES	Futures	861.72	862.68	860.52	861.96	62891.0
2009-05-05 12:30:00	ES	Futures	862.2	862.2	858.85	860.05	53479.0
2009-05-05 13:00:00	ES	Futures	859.81	861.96	858.37	858.85	54251.0
2009-05-05 13:30:00	ES	Futures	858.85	861.0	857.89	860.29	68949.0
2009-05-05 14:00:00	ES	Futures	860.29	861.96	856.93	857.17	98838.0
2009-05-05 14:30:00	ES	Futures	857.17	860.76	856.45	858.61	106049.0
2009-05-05 15:00:00	ES	Futures	858.85	861.72	858.37	860.52	126120.0
2009-05-05 15:30:00	ES	Futures	860.76	864.84	860.52	862.68	184038.0
2009-05-05 16:00:00	ES	Futures	862.68	866.28	862.44	866.04	81251.0
2009-05-05 16:30:00	ES	Futures	865.56	866.04	864.84	866.04	5155.0
2009-05-05 17:00:00	ES	Futures	865.8	866.52	865.32	865.8	1985.0
2009-05-05 18:00:00	ES	Futures	866.28	866.28	865.32	866.04	1326.0
2009-05-05 18:30:00	ES	Futures	866.04	867.0	866.04	866.52	1064.0
2009-05-05 19:00:00	ES	Futures	866.52	866.76	865.08	865.32	682.0
2009-05-05 19:30:00	ES	Futures	865.56	865.56	864.84	865.08	474.0
2009-05-05 20:00:00	ES	Futures	865.32	865.32	863.64	863.64	2028.0
2009-05-05 20:30:00	ES	Futures	863.88	864.12	863.4	863.64	823.0
2009-05-05 21:00:00	ES	Futures	863.4	863.88	862.92	862.92	1479.0
2009-05-05 21:30:00	ES	Futures	862.68	862.92	854.53	856.21	17548.0
2009-05-05 22:00:00	ES	Futures	856.21	859.09	854.05	858.61	10929.0
2009-05-05 22:30:00	ES	Futures	858.37	858.85	856.21	857.65	3733.0
2009-05-05 23:00:00	ES	Futures	857.65	857.89	855.73	856.93	2638.0
2009-05-05 23:30:00	ES	Futures	856.69	857.17	855.25	856.45	1920.0
2009-05-05 00:00:00	NQ	Futures	1616.76	1616.76	1615.9	1616.76	36.0
2009-05-05 00:30:00	NQ	Futures	1616.19	1619.88	1615.9	1616.47	129.0
2009-05-05 01:00:00	NQ	Futures	1616.19	1617.89	1615.9	1617.32	15.0

> showing 50 of 2,313 rows — these rows as CSV

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